Stock returns, crude oil and gold prices in Turkey: evidence from rolling window-based nonparametric quantile causality test

UK Pata, O Usman, G Olasehinde-Williams… - Asia-Pacific Financial …, 2024 - Springer
This study explores the time-varying effects of crude oil prices (OP) and gold prices (GP) on
the Turkish stock market using a weekly data series from November 26, 1989 to July 10 …

[HTML][HTML] The effect of global financial markets and local shocks on Turkey airlines market; new evidence from structural break cointegration and causality tests

H Guliyev - Research in Globalization, 2022 - Elsevier
This study examines the relationship between Turkey's airline markets, which responded to
local economic shocks, and the USA and Europe airlines market using daily closing stock …

Time-varying impact of oil prices on sectoral stock returns: Evidence from Turkey

AN Çatık, GH Kışla, C Akdeni̇z - Resources Policy, 2020 - Elsevier
This article analyzes the impact of oil price changes on the sectoral stock-market returns of
Turkey. For this purpose, asset-pricing models augmented with oil price and exchange rate …

Modeling of the dynamics relationship between world crude oil prices and the stock market in Indonesia

P Adam, U Rianse, E Cahyono… - International Journal of …, 2015 - dergipark.org.tr
This study aims to examine the dynamics of the relationship between world crude oil prices
and Indonesian stock market within the period of January 1st, 2004 to December 31st, 2013 …

International and macroeconomic determinants of oil price: evidence from gulf cooperation council countries

M Albaity, H Mustafa - … Journal of Energy Economics and Policy, 2018 - econjournals.net.tr
This study investigates the long-and short-run relationships between oil prices and stock
market returns, exchange rates, gold prices, and linear and non-linear output, for the six Gulf …

The asymmetric impacts of oil prices and selected macroeconomic variables on stock markets: The case of Turkey

A Akçağlayan, SE Tuzcu - Sosyoekonomi, 2023 - dergipark.org.tr
This paper investigates the asymmetric impacts of crude oil prices and other selected
macroeconomic variables on the Turkish stock market for the period between 2005: 01 …

[PDF][PDF] The impact of oil factor on Azerbaijan economy

SI Humbatova, RK Gasimov, NGO Hajiyev - International Journal of Energy …, 2019 - zbw.eu
The paper examines the role of oil in the world economy and its impact on Azerbaijan
economy. The reciprocal relations between factors in research were carried out by …

Investigating the effects of selected macroeconomic variables on Istanbul Stock Market Return through applying Markov Regime Switching Model

H Heidari, P Dadashzadehrishekani - Iranian Economic Review, 2022 - ier.ut.ac.ir
In this paper, we investigate the effects of selected macroeconomic variables on the Istanbul
Stock Market Return. We explore the relationship among the Istanbul Stock Market Return …

[PDF][PDF] Global Prices of Crude Oil and the Stock Market Nexus in Indonesia

J Januri - International Journal of Energy Economics and Policy, 2021 - zbw.eu
The research intends to analyze the connection among the global prices of crude oil and
stock market of Indonesia for the period of 2010 to 2019. The international prices for crude …

Spillover from oil market to stock market in Nigeria: Evidence from granger causality in risk

OO Richard, OO Philip - The Journal of Developing Areas, 2015 - JSTOR
It has been stated that the activities of the commercial banks on the Nigerian stock market
exposed the economy to global economic crisis. This view is premised on the huge and …